Augmented Lagrangian algorithms for state constrained optimal control problems

被引：0
|
作者：
Bergounioux, M [1 ]
Kunisch, K [1 ]
机构：
[1] Univ Orleans, CNRS, URA 1803, F-45067 Orleans 2, France
来源：
CONTROL AND ESTIMATION OF DISTRIBUTED PARAMETER SYSTEMS | 1998年 / 126卷
关键词：
state and control constrained optimal control problems; augmented Lagrangian; elliptic equations;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We investigate augmented Lagrangian algorithms to serve state and control constrained optimal control problems. We augment both the state-equation and the nonsmooth state and control constraints. We present the method with the example of linear optimal control problem with a boundary control function but the proposed algorithms are general and can be adapted to a much wider class of problems. 1991 Mathematics Subject Classification. 49J20, 49M29.
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页码：33 / 48
页数：16
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